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Trade: XMR/USDT/480/HWMA/SSF/4328

Strategy
XMR/USDT/480/HWMA/SSF/4328
Pair
XMR_USDT
Interval
8h
Score
485449
Daily Profit
0.169741
Profit Factor
2.270186
Profitability
81.308411
Streak
0.000000
Best Strategy
Training Data Length
1803.330000
Evaluation Time
2025-09-30 15:57
Expiration Time
2024-04-14 05:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 306099.711 228156.7738 77942.9372 14152.1333 106216.3893 -92064.2559
Total P&L (%) 306.0997 228.1568 77.9429 14.1521 106.2164 -92.0643
Avg Daily Profit (%) 0.1697 0.1265 0.0432 0.0073 0.0401 -0.1404
Buy And Hold Return (%) 34.1091 34.1091 34.1091 34.1091 34.1091 34.1091
Max Trade Drawdown -137374 -39086 -141412 -189623 -49956 -189945
Profit Factor 2.2702 3.9628 1.4753 1.0541 2.8408 0.5484
Total Trades 107 53 54 107 53 54
Winning Trades 87 44 43 87 44 43
Losing Trades 20 9 11 20 9 11
Profitability (%) 81.3084 83.0189 79.6296 81.3084 83.0189 79.6296
Ratio Avg Win / Avg Loss 0.5219 0.8106 0.3774 0.2423 0.5811 0.1403
Largest Winning Trade 61687 61687 35527 74071 74071 31477
Largest Losing Trade -95887 -34857 -95887 -186164 -44435 -186164
Avg Bars in Trades 47 42 53 47 42 53
Avg Bars in Winners 26 18 34 26 18 34
Avg Bars in Losers 142 160 128 142 160 128
Bars Traded 5135 2239 2896 5135 2239 2896
Profit Streak 0 888.2063 0 0 888.2063 0
Trades During Streak 0 12 0 0 12 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 485449 -194483 -316891 -506898 -314068 -756992
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5410,
    "evaluation_days": 1803.33,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1558454400000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759237027577,
    "expiration_time": 1713061440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.71037,
            "nb": 0.1,
            "nc": 0.19031
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 85,
            "offset": 203,
            "poles": 2
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            306099.7110215844,
            228156.7738013888,
            77942.9372201956,
            14152.1333435995,
            106216.389277939,
            -92064.2559343394
        ],
        [
            306.099711,
            228.156774,
            77.942937,
            14.152133,
            106.216389,
            -92.064256
        ],
        [
            0.169741,
            0.12652,
            0.043222,
            0.00734,
            0.040142,
            -0.140408
        ],
        [
            34.10914,
            34.10914,
            34.10914,
            34.10914,
            34.10914,
            34.10914
        ],
        [
            -137374,
            -39086,
            -141412,
            -189623,
            -49956,
            -189945
        ],
        [
            2.270186,
            3.962798,
            1.475317,
            1.054104,
            2.840792,
            0.548416
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            20,
            9,
            11,
            20,
            9,
            11
        ],
        [
            81.308411,
            83.018868,
            79.62963,
            81.308411,
            83.018868,
            79.62963
        ],
        [
            0.521882,
            0.810572,
            0.377407,
            0.242323,
            0.581071,
            0.140292
        ],
        [
            61687,
            61687,
            35527,
            74071,
            74071,
            31477
        ],
        [
            -95887,
            -34857,
            -95887,
            -186164,
            -44435,
            -186164
        ],
        [
            47,
            42,
            53,
            47,
            42,
            53
        ],
        [
            26,
            18,
            34,
            26,
            18,
            34
        ],
        [
            142,
            160,
            128,
            142,
            160,
            128
        ],
        [
            5135,
            2239,
            2896,
            5135,
            2239,
            2896
        ],
        [
            0,
            888.206338,
            0,
            0,
            888.206338,
            0
        ],
        [
            0,
            12,
            0,
            0,
            12,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            485449,
            -194483,
            -316891,
            -506898,
            -314068,
            -756992
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5410,
    "evaluation_days": 1803.33,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1558454400000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759237027577,
    "expiration_time": 1713061440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.71037,
            "nb": 0.1,
            "nc": 0.19031
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 85,
            "offset": 203,
            "poles": 2
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)